mini-sized Dow ($5) Future June 2008


Trading Metrics calculated at close of trading on 11-Jun-2008
Day Change Summary
Previous Current
10-Jun-2008 11-Jun-2008 Change Change % Previous Week
Open 12,286 12,277 -9 -0.1% 12,627
High 12,372 12,333 -39 -0.3% 12,660
Low 12,172 12,086 -86 -0.7% 12,187
Close 12,276 12,099 -177 -1.4% 12,214
Range 200 247 47 23.5% 473
ATR 196 200 4 1.8% 0
Volume 204,112 188,858 -15,254 -7.5% 838,587
Daily Pivots for day following 11-Jun-2008
Classic Woodie Camarilla DeMark
R4 12,914 12,753 12,235
R3 12,667 12,506 12,167
R2 12,420 12,420 12,144
R1 12,259 12,259 12,122 12,216
PP 12,173 12,173 12,173 12,151
S1 12,012 12,012 12,076 11,969
S2 11,926 11,926 12,054
S3 11,679 11,765 12,031
S4 11,432 11,518 11,963
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 13,773 13,466 12,474
R3 13,300 12,993 12,344
R2 12,827 12,827 12,301
R1 12,520 12,520 12,257 12,437
PP 12,354 12,354 12,354 12,312
S1 12,047 12,047 12,171 11,964
S2 11,881 11,881 12,127
S3 11,408 11,574 12,084
S4 10,935 11,101 11,954
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,660 12,086 574 4.7% 260 2.1% 2% False True 209,091
10 12,726 12,086 640 5.3% 216 1.8% 2% False True 179,223
20 13,140 12,086 1,054 8.7% 196 1.6% 1% False True 165,766
40 13,140 12,086 1,054 8.7% 185 1.5% 1% False True 152,993
60 13,140 11,988 1,152 9.5% 197 1.6% 10% False False 157,590
80 13,140 11,671 1,469 12.1% 213 1.8% 29% False False 124,555
100 13,140 11,542 1,598 13.2% 218 1.8% 35% False False 99,653
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 40
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,383
2.618 12,980
1.618 12,733
1.000 12,580
0.618 12,486
HIGH 12,333
0.618 12,239
0.500 12,210
0.382 12,180
LOW 12,086
0.618 11,933
1.000 11,839
1.618 11,686
2.618 11,439
4.250 11,036
Fisher Pivots for day following 11-Jun-2008
Pivot 1 day 3 day
R1 12,210 12,229
PP 12,173 12,186
S1 12,136 12,142

These figures are updated between 7pm and 10pm EST after a trading day.

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